Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47427.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46029.13 Kr¶

PnL: ---------------------------------------> -859.44 Kr¶

DD now: ---------------------------------> -2.473 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:59:32.076463'

Anic Portfolio¶

Today¶

Return: -0.211 %¶

This Week¶

Return: -0.211 %¶

Total¶

Return: 55.264 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -2.490000 2740.500000 104.500000 3.960000 2636.000010
HMS Networks 2 -2.560000 760.000000 87.000000 12.930000 673.000000
Nordea Bank Abp 29 0.350000 3526.980000 72.980000 2.110000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.680000 389.300000 34.300000 9.660000 355.000000
Resurs Holding 22 -1.080000 603.460000 29.460000 5.130000 573.999998
Swedbank A 3 -0.100000 588.750000 24.750000 4.390000 564.000000
AcadeMedia 12 0.210000 580.560000 23.560000 4.230000 557.000004
SAAB B 8 -0.580000 3400.000000 23.000000 0.680000 3377.000000
OEM International B 7 0.130000 548.100000 20.100000 3.810000 527.999997
Eastnine 4 0.470000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.990000 542.600000 15.600000 2.960000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 -1.220000 580.800000 10.800000 1.890000 570.000000
Corem Property Group B 59 -4.470000 586.170000 9.170000 1.590000 576.999999
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.170000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 -0.190000 539.250000 -6.750000 -1.240000 546.000000
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
Boozt 12 -2.370000 1630.800000 -23.200000 -1.400000 1653.999996
CTEK 13 -0.710000 505.960000 -28.040000 -5.250000 533.999999
International Petroleum Corp. 5 -1.570000 565.000000 -29.570000 -4.970000 594.565215
Essity B 2 0.860000 539.000000 -35.000000 -6.100000 574.000000
Vivesto 1368 2.470000 567.720000 -45.280000 -7.390000 612.999432
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 2.430000 2849.600000 -121.400000 -4.090000 2971.000006
Fasadgruppen Group 35 0.000000 3689.000000 -122.000000 -3.200000 3810.999990
OX2 18 1.060000 1460.700000 -203.300000 -12.220000 1663.999992
Axfood 13 1.350000 3513.900000 -242.100000 -6.450000 3756.000001
Ovzon 52 0.370000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46029.130000 -859.440000 -2.47325% 46888.564618

Updated:¶

'2023-01-30 09:59:44.980138'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶